Goran Peskir

Goran Peskir is a Professor of Probability at the University of Manchester, School of Mathematics. His research interests include Brownian motion, stochastic calculus, Markov processes, optimal stopping, optimal stochastic control, free boundary problems, financial mathematics, and economics. He holds a Chair in Probability and is actively involved in research groups focused on Industrial and Applied Mathematics, Mathematical Finance and Actuarial Science, and Probability and Stochastic Analysis. His work has been published in several journals, including contributions to stochastic processes and their applications.

Goran Peskir is a Professor of Probability at the University of Manchester, specializing in stochastic processes and their applications. His research focuses on Brownian motion, stochastic calculus, Markov processes, optimal stopping, and free boundary problems. He has contributed significantly to the theory of optimal stopping, including the American option problem and the Wiener disorder problem. His work also addresses sequential testing, integral equations, and the law of the supremum of Lévy processes. Peskir's research has implications in mathematical finance, operations research, and probability theory, with a strong emphasis on rigorous analytical methods and boundary value problems.